+386.6%
PSX vs PH
+795.7%
-409.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +21.6% | -10.3% | +31.9% | +29.1% |
| 3M | +46.5% | +5.1% | +41.4% | +40.7% |
| 6M | +62.0% | +2.3% | +59.7% | +55.1% |
| YTD | +106.3% | +8.7% | +97.6% | +89.6% |
| 1Y | +103.0% | +26.8% | +76.2% | +68.8% |
| 3Y | +135.5% | +139.2% | -3.7% | +27.7% |
| 5Y | +368.5% | +251.1% | +117.4% | +88.2% |
| 10Y | +386.6% | +812.6% | -426.0% | +2.6% |
| All | +386.6% | +795.7% | -409.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling